-70.5%
CBRS vs FERG
+6.5%
-77.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +2.7% | -8.8% | -6.7% |
| 7D | -18.4% | +7.7% | -26.1% | -20.1% |
| 30D | -49.4% | +11.5% | -60.9% | -51.0% |
| 3M | -59.6% | -2.4% | -57.2% | -59.8% |
| All | -70.5% | +6.5% | -77.0% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · Available span rolling